At global scale, the building sector accounts for 40% of total energy end use and almost 35% of greenhouse gas emissions. This makes it one of the most important sectors to focus on for reaching the 1.5-2 degrees C target of the Paris Agreement, to enhance energy security of supply and to alleviate energy poverty. The European Union (EU) is often seen as a leader in climate governance, which is also true for energy efficiency. The improvement of energy performance of buildings has been part of EU public policy for more than 50 years, making the EU a pioneer in the policy domain. Based on a semi-structured review of the scientific literature (N = 90), this paper is aimed at drawing the lessons from research on governance of energy-efficient and zero-carbon buildings in the EU. As for the findings, there is a multitude of policy instruments developed on different levels of governance, more or less integrated and managed by different actors and no single instrument is sufficient to stimulate energy-efficient and zero-carbon buildings. Five key challenges are identified in the governance literature examining the transition towards energy efficiency and zero-carbon buildings. An ambiguous leadership, heterogeneity of implementation, lack of incentives, limitations of non-regulatory policies and market-based instruments, and limited diffusion between governance levels. We also conclude that most policy instruments focus on new buildings which is problematic since the greatest challenge in the transition is the renovation of the large existing building stock.